Bayesian inference

Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the
probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an
important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly
important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide
range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy
of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian
probability".

Introduction to Bayes' rule

Formal explanation

Bayesian inference derives the posterior probability as

a consequence of two antecedents: a prior probability
and a "likelihood function" derived from a statistical
model for the observed data. Bayesian inference
computes the posterior probability according to Bayes'
theorem:

where

stands for any hypothesis whose

probability may be affected by data (called
evidence below). Often there are competing
hypotheses, and the task is to determine
which is the most probable.
, the prior probability, is the estimate of
the probability of the hypothesis before the
data , the current evidence, is observed.
A geometric visualisation of Bayes' theorem. In
, the evidence, corresponds to new data
the table, the values 2, 3, 6 and 9 give the relative
that were not used in computing the prior
weights of each corresponding condition and case.
probability.
The figures denote the cells of the table involved
, the posterior probability, is the in each metric, the probability being the fraction of
probability of given , i.e., after is each figure that is shaded. This shows that P(A|B)
observed. This is what we want to know: the P(B|A) P(A)
P(B) = P(B|A) P(A) i.e. P(A|B) = .
probability of a hypothesis given the P(B)
observed evidence. Similar reasoning can be used to show that
P(B|¬A) P(¬A)
P(¬A|B) = etc.
is the probability of observing P(B)
given and is called the likelihood. As a
function of with fixed, it indicates the
 compatibility of the Contingency table
evidence with the
given hypothesis. The Hypothesis
Satisfies Violates
likelihood function is a hypothesis hypothesis
function of the Total
H ¬H
evidence, , while the Evidence
posterior probability is Has evidence P(H|E)·P(E) P(¬H|E)·P(E)
a function of the P(E)
E = P(E|H)·P(H) = P(E|¬H)·P(¬H)
hypothesis, .
is sometimes No evidence P(H|¬E)·P(¬E) P(¬H|¬E)·P(¬E) P(¬E) =
termed the marginal ¬E = P(¬E|H)·P(H) = P(¬E|¬H)·P(¬H) 1−P(E)
likelihood or "model
Total    P(H) P(¬H) = 1−P(H) 1
evidence". This factor
is the same for all
possible hypotheses being considered (as is evident from the fact that the hypothesis
does not appear anywhere in the symbol, unlike for all the other factors) and hence does not
factor into determining the relative probabilities of different hypotheses.

For different values of , only the factors and , both in the numerator, affect the value of
  – the posterior probability of a hypothesis is proportional to its prior probability (its inherent
likeliness) and the newly acquired likelihood (its compatibility with the new observed evidence).

Bayes' rule can also be written as follows:

because

and

where is "not ", the logical negation of .

One quick and easy way to remember the equation would be to use rule of multiplication:

Alternatives to Bayesian updating

Bayesian updating is widely used and computationally convenient. However, it is not the only updating
rule that might be considered rational.
Ian Hacking noted that traditional "Dutch book" arguments did not specify Bayesian updating: they left
open the possibility that non-Bayesian updating rules could avoid Dutch books. Hacking wrote:[1] "And
neither the Dutch book argument nor any other in the personalist arsenal of proofs of the probability axioms
entails the dynamic assumption. Not one entails Bayesianism. So the personalist requires the dynamic
assumption to be Bayesian. It is true that in consistency a personalist could abandon the Bayesian model of
learning from experience. Salt could lose its savour."

Indeed, there are non-Bayesian updating rules that also avoid Dutch books (as discussed in the literature on
"probability kinematics") following the publication of Richard C. Jeffrey's rule, which applies Bayes' rule
to the case where the evidence itself is assigned a probability.[2] The additional hypotheses needed to
uniquely require Bayesian updating have been deemed to be substantial, complicated, and unsatisfactory.[3]

Inference over exclusive and exhaustive possibilities

If evidence is simultaneously used to update belief over a set of exclusive and exhaustive propositions,
Bayesian inference may be thought of as acting on this belief distribution as a whole.

General formulation

Suppose a process is generating independent and identically

distributed events , but the probability
distribution is unknown. Let the event space represent the current
state of belief for this process. Each model is represented by event
. The conditional probabilities are specified to
define the models. is the degree of belief in . Before
the first inference step, is a set of initial prior
probabilities. These must sum to 1, but are otherwise arbitrary.

Suppose that the process is observed to generate . For

each , the prior is updated to the posterior
. From Bayes' theorem: [4] Diagram illustrating event space
in general formulation of Bayesian
inference. Although this diagram
shows discrete models and events,
the continuous case may be
visualized similarly using probability
densities.

Upon observation of further evidence, this procedure may be

repeated.

Multiple observations

For a sequence of independent and identically distributed observations , it can be shown

by induction that repeated application of the above is equivalent to
where

Parametric formulation: motivating the formal description

By parameterizing the space of models, the belief in all models may be updated in a single step. The
distribution of belief over the model space may then be thought of as a distribution of belief over the
parameter space. The distributions in this section are expressed as continuous, represented by probability
densities, as this is the usual situation. The technique is, however, equally applicable to discrete
distributions.

Let the vector span the parameter space. Let the initial prior distribution over be , where is
a set of parameters to the prior itself, or hyperparameters. Let be a sequence of
independent and identically distributed event observations, where all are distributed as for some
. Bayes' theorem is applied to find the posterior distribution over :

where

Formal description of Bayesian inference

Definitions
, a data point in general. This may in fact be a vector of values.
, the parameter of the data point's distribution, i.e., . This may be a vector of
parameters.
, the hyperparameter of the parameter distribution, i.e., . This may be a vector
of hyperparameters.
is the sample, a set of observed data points, i.e., .
, a new data point whose distribution is to be predicted.

Bayesian inference
The prior distribution is the distribution of the parameter(s) before any data is observed, i.e.
. The prior distribution might not be easily determined; in such a case, one
 possibility may be to use the Jeffreys prior to obtain a prior distribution before updating it with
newer observations.
The sampling distribution is the distribution of the observed data conditional on its
parameters, i.e. . This is also termed the likelihood, especially when viewed as a
function of the parameter(s), sometimes written .
The marginal likelihood (sometimes also termed the evidence) is the distribution of the
observed data marginalized over the parameter(s), i.e.

It quantifies the agreement between data and expert opinion, in a geometric sense that can
be made precise.[5]
The posterior distribution is the distribution of the parameter(s) after taking into account the
observed data. This is determined by Bayes' rule, which forms the heart of Bayesian
inference:

This is expressed in words as "posterior is proportional to likelihood times prior", or

sometimes as "posterior = likelihood times prior, over evidence".
In practice, for almost all complex Bayesian models used in machine learning, the posterior
distribution is not obtained in a closed form distribution, mainly because the
parameter space for can be very high, or the Bayesian model retains certain hierarchical
structure formulated from the observations and parameter . In such situations, we need to
resort to approximation techniques.[6]

Bayesian prediction
The posterior predictive distribution is the distribution of a new data point, marginalized over
the posterior:

The prior predictive distribution is the distribution of a new data point, marginalized over the
prior:

Bayesian theory calls for the use of the posterior predictive distribution to do predictive inference, i.e., to
predict the distribution of a new, unobserved data point. That is, instead of a fixed point as a prediction, a
distribution over possible points is returned. Only this way is the entire posterior distribution of the
parameter(s) used. By comparison, prediction in frequentist statistics often involves finding an optimum
point estimate of the parameter(s)—e.g., by maximum likelihood or maximum a posteriori estimation
(MAP)—and then plugging this estimate into the formula for the distribution of a data point. This has the
disadvantage that it does not account for any uncertainty in the value of the parameter, and hence will
underestimate the variance of the predictive distribution.
In some instances, frequentist statistics can work around this problem. For example, confidence intervals
and prediction intervals in frequentist statistics when constructed from a normal distribution with unknown
mean and variance are constructed using a Student's t-distribution. This correctly estimates the variance,
due to the facts that (1) the average of normally distributed random variables is also normally distributed,
and (2) the predictive distribution of a normally distributed data point with unknown mean and variance,
using conjugate or uninformative priors, has a Student's t-distribution. In Bayesian statistics, however, the
posterior predictive distribution can always be determined exactly—or at least to an arbitrary level of
precision when numerical methods are used.

Both types of predictive distributions have the form of a compound probability distribution (as does the
marginal likelihood). In fact, if the prior distribution is a conjugate prior, such that the prior and posterior
distributions come from the same family, it can be seen that both prior and posterior predictive distributions
also come from the same family of compound distributions. The only difference is that the posterior
predictive distribution uses the updated values of the hyperparameters (applying the Bayesian update rules
given in the conjugate prior article), while the prior predictive distribution uses the values of the
hyperparameters that appear in the prior distribution.

Mathematical properties

Interpretation of factor

. That is, if the model were true, the evidence would be more likely
than is predicted by the current state of belief. The reverse applies for a decrease in belief. If the belief does
not change, . That is, the evidence is independent of the model. If the
model were true, the evidence would be exactly as likely as predicted by the current state of belief.

Cromwell's rule

If then . If , then . This can be interpreted to mean

that hard convictions are insensitive to counter-evidence.

The former follows directly from Bayes' theorem. The latter can be derived by applying the first rule to the
event "not " in place of " ", yielding "if , then ", from which the
result immediately follows.

Asymptotic behaviour of posterior

Consider the behaviour of a belief distribution as it is updated a large number of times with independent
and identically distributed trials. For sufficiently nice prior probabilities, the Bernstein-von Mises theorem
gives that in the limit of infinite trials, the posterior converges to a Gaussian distribution independent of the
initial prior under some conditions firstly outlined and rigorously proven by Joseph L. Doob in 1948,
namely if the random variable in consideration has a finite probability space. The more general results were
obtained later by the statistician David A. Freedman who published in two seminal research papers in 1963
[7] and 1965 [8] when and under what circumstances the asymptotic behaviour of posterior is guaranteed.

His 1963 paper treats, like Doob (1949), the finite case and comes to a satisfactory conclusion. However, if
the random variable has an infinite but countable probability space (i.e., corresponding to a die with infinite
many faces) the 1965 paper demonstrates that for a dense subset of priors the Bernstein-von Mises theorem
is not applicable. In this case there is almost surely no asymptotic convergence. Later in the 1980s and
1990s Freedman and Persi Diaconis continued to work on the case of infinite countable probability
spaces.[9] To summarise, there may be insufficient trials to suppress the effects of the initial choice, and
especially for large (but finite) systems the convergence might be very slow.

Conjugate priors

In parameterized form, the prior distribution is often assumed to come from a family of distributions called
conjugate priors. The usefulness of a conjugate prior is that the corresponding posterior distribution will be
in the same family, and the calculation may be expressed in closed form.

Estimates of parameters and predictions

It is often desired to use a posterior distribution to estimate a parameter or variable. Several methods of
Bayesian estimation select measurements of central tendency from the posterior distribution.

For one-dimensional problems, a unique median exists for practical continuous problems. The posterior
median is attractive as a robust estimator.[10]

If there exists a finite mean for the posterior distribution, then the posterior mean is a method of
estimation.[11]

Taking a value with the greatest probability defines maximum a posteriori (MAP) estimates:[12]

There are examples where no maximum is attained, in which case the set of MAP estimates is empty.

There are other methods of estimation that minimize the posterior risk (expected-posterior loss) with respect
to a loss function, and these are of interest to statistical decision theory using the sampling distribution
("frequentist statistics").[13]

The posterior predictive distribution of a new observation (that is independent of previous observations)
is determined by[14]
Examples

Probability of a hypothesis

Suppose there are two full bowls of cookies. Bowl #1 has 10 Contingency table
chocolate chip and 30 plain cookies, while bowl #2 has 20 of Bowl #1 #2
each. Our friend Fred picks a bowl at random, and then picks a
cookie at random. We may assume there is no reason to believe H1 H2 Total
Cookie
Fred treats one bowl differently from another, likewise for the
cookies. The cookie turns out to be a plain one. How probable is it Plain, E 30 20 50
that Fred picked it out of bowl #1? Choc, ¬E 10 20 30
Intuitively, it seems clear that the answer should be more than a Total 40 40 80
half, since there are more plain cookies in bowl #1. The precise P(H |E) = 30 / 50 = 0.6
1
answer is given by Bayes' theorem. Let correspond to bowl
#1, and to bowl #2. It is given that the bowls are identical from
Fred's point of view, thus , and the two must add up to 1, so both are equal to 0.5. The
event is the observation of a plain cookie. From the contents of the bowls, we know that
and Bayes' formula then yields

Before we observed the cookie, the probability we assigned for Fred having chosen bowl #1 was the prior
probability, , which was 0.5. After observing the cookie, we must revise the probability to
, which is 0.6.

Making a prediction

An archaeologist is working at a site thought to be from the

medieval period, between the 11th century to the 16th century.
However, it is uncertain exactly when in this period the site was
inhabited. Fragments of pottery are found, some of which are
glazed and some of which are decorated. It is expected that if the
site were inhabited during the early medieval period, then 1% of the
pottery would be glazed and 50% of its area decorated, whereas if it Example results for archaeology
had been inhabited in the late medieval period then 81% would be
example. This simulation was
glazed and 5% of its area decorated. How confident can the
generated using c=15.2.
archaeologist be in the date of inhabitation as fragments are
unearthed?
The degree of belief in the continuous variable (century) is to be calculated, with the discrete set of
events as evidence. Assuming linear variation of glaze and decoration with time,
and that these variables are independent,

Assume a uniform prior of , and that trials are independent and identically distributed. When a
new fragment of type is discovered, Bayes' theorem is applied to update the degree of belief for each :

A computer simulation of the changing belief as 50 fragments are unearthed is shown on the graph. In the
simulation, the site was inhabited around 1420, or . By calculating the area under the relevant
portion of the graph for 50 trials, the archaeologist can say that there is practically no chance the site was
inhabited in the 11th and 12th centuries, about 1% chance that it was inhabited during the 13th century,
63% chance during the 14th century and 36% during the 15th century. The Bernstein-von Mises theorem
asserts here the asymptotic convergence to the "true" distribution because the probability space
corresponding to the discrete set of events is finite (see above section on
asymptotic behaviour of the posterior).

In frequentist statistics and decision theory

A decision-theoretic justification of the use of Bayesian inference was given by Abraham Wald, who
proved that every unique Bayesian procedure is admissible. Conversely, every admissible statistical
procedure is either a Bayesian procedure or a limit of Bayesian procedures.[15]

Wald characterized admissible procedures as Bayesian procedures (and limits of Bayesian procedures),
making the Bayesian formalism a central technique in such areas of frequentist inference as parameter
estimation, hypothesis testing, and computing confidence intervals.[16][17][18] For example:

"Under some conditions, all admissible procedures are either Bayes procedures or limits of
Bayes procedures (in various senses). These remarkable results, at least in their original
form, are due essentially to Wald. They are useful because the property of being Bayes is
easier to analyze than admissibility."[15]
 "In decision theory, a quite general method for proving admissibility consists in exhibiting a
procedure as a unique Bayes solution."[19]
"In the first chapters of this work, prior distributions with finite support and the corresponding
Bayes procedures were used to establish some of the main theorems relating to the
comparison of experiments. Bayes procedures with respect to more general prior
distributions have played a very important role in the development of statistics, including its
asymptotic theory." "There are many problems where a glance at posterior distributions, for
suitable priors, yields immediately interesting information. Also, this technique can hardly be
avoided in sequential analysis."[20]
"A useful fact is that any Bayes decision rule obtained by taking a proper prior over the
whole parameter space must be admissible"[21]
"An important area of investigation in the development of admissibility ideas has been that of
conventional sampling-theory procedures, and many interesting results have been
obtained."[22]

Model selection

Bayesian methodology also plays a role in model selection where the aim is to select one model from a set
of competing models that represents most closely the underlying process that generated the observed data.
In Bayesian model comparison, the model with the highest posterior probability given the data is selected.
The posterior probability of a model depends on the evidence, or marginal likelihood, which reflects the
probability that the data is generated by the model, and on the prior belief of the model. When two
competing models are a priori considered to be equiprobable, the ratio of their posterior probabilities
corresponds to the Bayes factor. Since Bayesian model comparison is aimed on selecting the model with
the highest posterior probability, this methodology is also referred to as the maximum a posteriori (MAP)
selection rule [23] or the MAP probability rule.[24]

Probabilistic programming
While conceptually simple, Bayesian methods can be mathematically and numerically challenging.
Probabilistic programming languages (PPLs) implement functions to easily build Bayesian models together
with efficient automatic inference methods. This helps separate the model building from the inference,
allowing practitioners to focus on their specific problems and leaving PPLs to handle the computational
details for them.[25][26][27]

Applications

Statistical data analysis

See the separate Wikipedia entry on Bayesian Statistics, specifically the Statistical modeling section in that
page.

Computer applications

Bayesian inference has applications in artificial intelligence and expert systems. Bayesian inference
techniques have been a fundamental part of computerized pattern recognition techniques since the late
1950s.[28] There is also an ever-growing connection between Bayesian methods and simulation-based
Monte Carlo techniques since complex models cannot be processed in closed form by a Bayesian analysis,
while a graphical model structure may allow for efficient simulation algorithms like the Gibbs sampling and
other Metropolis–Hastings algorithm schemes.[29] Recently Bayesian inference has gained popularity
among the phylogenetics community for these reasons; a number of applications allow many demographic
and evolutionary parameters to be estimated simultaneously.

As applied to statistical classification, Bayesian inference has been used to develop algorithms for
identifying e-mail spam. Applications which make use of Bayesian inference for spam filtering include
CRM114, DSPAM, Bogofilter, SpamAssassin, SpamBayes, Mozilla, XEAMS, and others. Spam
classification is treated in more detail in the article on the naïve Bayes classifier.

Solomonoff's Inductive inference is the theory of prediction based on observations; for example, predicting
the next symbol based upon a given series of symbols. The only assumption is that the environment follows
some unknown but computable probability distribution. It is a formal inductive framework that combines
two well-studied principles of inductive inference: Bayesian statistics and Occam's Razor.[30] Solomonoff's
universal prior probability of any prefix p of a computable sequence x is the sum of the probabilities of all
programs (for a universal computer) that compute something starting with p. Given some p and any
computable but unknown probability distribution from which x is sampled, the universal prior and Bayes'
theorem can be used to predict the yet unseen parts of x in optimal fashion.[31][32]

Bioinformatics and healthcare applications

Bayesian inference has been applied in different Bioinformatics applications, including differential gene
expression analysis.[33] Bayesian inference is also used in a general cancer risk model, called CIRI
(Continuous Individualized Risk Index), where serial measurements are incorporated to update a Bayesian
model which is primarily built from prior knowledge.[34][35]

In the courtroom

Bayesian inference can be used by jurors to coherently accumulate the evidence for and against a
defendant, and to see whether, in totality, it meets their personal threshold for 'beyond a reasonable
doubt'.[36][37][38] Bayes' theorem is applied successively to all evidence presented, with the posterior from
one stage becoming the prior for the next. The benefit of a Bayesian approach is that it gives the juror an
unbiased, rational mechanism for combining evidence. It may be appropriate to explain Bayes' theorem to
jurors in odds form, as betting odds are more widely understood than probabilities. Alternatively, a
logarithmic approach, replacing multiplication with addition, might be easier for a jury to handle.

If the existence of the crime is not in doubt, only the identity of the culprit, it has been suggested that the
prior should be uniform over the qualifying population.[39] For example, if 1,000 people could have
committed the crime, the prior probability of guilt would be 1/1000.

The use of Bayes' theorem by jurors is controversial. In the United Kingdom, a defence expert witness
explained Bayes' theorem to the jury in R v Adams. The jury convicted, but the case went to appeal on the
basis that no means of accumulating evidence had been provided for jurors who did not wish to use Bayes'
theorem. The Court of Appeal upheld the conviction, but it also gave the opinion that "To introduce Bayes'
Theorem, or any similar method, into a criminal trial plunges the jury into inappropriate and unnecessary
realms of theory and complexity, deflecting them from their proper task."
Gardner-Medwin[40] argues that the criterion on which a
verdict in a criminal trial should be based is not the probability
of guilt, but rather the probability of the evidence, given that
the defendant is innocent (akin to a frequentist p-value). He
argues that if the posterior probability of guilt is to be
computed by Bayes' theorem, the prior probability of guilt
must be known. This will depend on the incidence of the
crime, which is an unusual piece of evidence to consider in a
criminal trial. Consider the following three propositions:

A The known facts and testimony could have arisen

if the defendant is guilty
B The known facts and testimony could have arisen
if the defendant is innocent
C The defendant is guilty.
Adding up evidence.
Gardner-Medwin argues that the jury should believe both A
and not-B in order to convict. A and not-B implies the truth of
C, but the reverse is not true. It is possible that B and C are both true, but in this case he argues that a jury
should acquit, even though they know that they will be letting some guilty people go free. See also
Lindley's paradox.

Bayesian epistemology

Bayesian epistemology is a movement that advocates for Bayesian inference as a means of justifying the
rules of inductive logic.

Karl Popper and David Miller have rejected the idea of Bayesian rationalism, i.e. using Bayes rule to make
epistemological inferences:[41] It is prone to the same vicious circle as any other justificationist
epistemology, because it presupposes what it attempts to justify. According to this view, a rational
interpretation of Bayesian inference would see it merely as a probabilistic version of falsification, rejecting
the belief, commonly held by Bayesians, that high likelihood achieved by a series of Bayesian updates
would prove the hypothesis beyond any reasonable doubt, or even with likelihood greater than 0.

Other
The scientific method is sometimes interpreted as an application of Bayesian inference. In
this view, Bayes' rule guides (or should guide) the updating of probabilities about
hypotheses conditional on new observations or experiments.[42] The Bayesian inference
has also been applied to treat stochastic scheduling problems with incomplete information
by Cai et al. (2009).[43]
Bayesian search theory is used to search for lost objects.
Bayesian inference in phylogeny
Bayesian tool for methylation analysis
Bayesian approaches to brain function investigate the brain as a Bayesian mechanism.
Bayesian inference in ecological studies[44][45]
Bayesian inference is used to estimate parameters in stochastic chemical kinetic models[46]
Bayesian inference in econophysics for currency or stock market prediction[47][48]
Bayesian inference in marketing
 Bayesian inference in motor learning
Bayesian inference is used in probabilistic numerics to solve numerical problems

Bayes and Bayesian inference

The problem considered by Bayes in Proposition 9 of his essay, "An Essay towards solving a Problem in
the Doctrine of Chances", is the posterior distribution for the parameter a (the success rate) of the binomial
distribution.

History
The term Bayesian refers to Thomas Bayes (1701–1761), who proved that probabilistic limits could be
placed on an unknown event. However, it was Pierre-Simon Laplace (1749–1827) who introduced (as
Principle VI) what is now called Bayes' theorem and used it to address problems in celestial mechanics,
medical statistics, reliability, and jurisprudence.[49] Early Bayesian inference, which used uniform priors
following Laplace's principle of insufficient reason, was called "inverse probability" (because it infers
backwards from observations to parameters, or from effects to causes[50]). After the 1920s, "inverse
probability" was largely supplanted by a collection of methods that came to be called frequentist
statistics.[50]

In the 20th century, the ideas of Laplace were further developed in two different directions, giving rise to
objective and subjective currents in Bayesian practice. In the objective or "non-informative" current, the
statistical analysis depends on only the model assumed, the data analyzed,[51] and the method assigning the
prior, which differs from one objective Bayesian practitioner to another. In the subjective or "informative"
current, the specification of the prior depends on the belief (that is, propositions on which the analysis is
prepared to act), which can summarize information from experts, previous studies, etc.

In the 1980s, there was a dramatic growth in research and applications of Bayesian methods, mostly
attributed to the discovery of Markov chain Monte Carlo methods, which removed many of the
computational problems, and an increasing interest in nonstandard, complex applications.[52] Despite
growth of Bayesian research, most undergraduate teaching is still based on frequentist statistics.[53]
Nonetheless, Bayesian methods are widely accepted and used, such as for example in the field of machine
learning.[54]

See also
Bayesian approaches to brain function
Credibility theory
Epistemology
Free energy principle
Inductive probability
Information field theory
Principle of maximum entropy

References

Citations
 1. Hacking, Ian (December 1967). "Slightly More Realistic Personal Probability". Philosophy of
Science. 34 (4): 316. doi:10.1086/288169 (https://doi.org/10.1086%2F288169).
S2CID 14344339 (https://api.semanticscholar.org/CorpusID:14344339).
2. "Bayes' Theorem (Stanford Encyclopedia of Philosophy)" (http://plato.stanford.edu/entries/b
ayes-theorem/). Plato.stanford.edu. Retrieved 2014-01-05.
3. van Fraassen, B. (1989) Laws and Symmetry, Oxford University Press. ISBN 0-19-824860-
1.
4. Gelman, Andrew; Carlin, John B.; Stern, Hal S.; Dunson, David B.; Vehtari, Aki; Rubin,
Donald B. (2013). Bayesian Data Analysis, Third Edition. Chapman and Hall/CRC.
ISBN 978-1-4398-4095-5.
5. de Carvalho, Miguel; Page, Garritt; Barney, Bradley (2019). "On the geometry of Bayesian
inference" (https://www.maths.ed.ac.uk/~mdecarv/papers/decarvalho2018.pdf) (PDF).
Bayesian Analysis. 14 (4): 1013‒1036. doi:10.1214/18-BA1112 (https://doi.org/10.1214%2F
18-BA1112). S2CID 88521802 (https://api.semanticscholar.org/CorpusID:88521802).
6. Lee, Se Yoon (2021). "Gibbs sampler and coordinate ascent variational inference: A set-
theoretical review". Communications in Statistics - Theory and Methods. 51 (6): 1549–1568.
arXiv:2008.01006 (https://arxiv.org/abs/2008.01006). doi:10.1080/03610926.2021.1921214
(https://doi.org/10.1080%2F03610926.2021.1921214). S2CID 220935477 (https://api.seman
ticscholar.org/CorpusID:220935477).
7. Freedman, DA (1963). "On the asymptotic behavior of Bayes' estimates in the discrete case"
(https://doi.org/10.1214%2Faoms%2F1177703871). The Annals of Mathematical Statistics.
34 (4): 1386–1403. doi:10.1214/aoms/1177703871 (https://doi.org/10.1214%2Faoms%2F11
77703871). JSTOR 2238346 (https://www.jstor.org/stable/2238346).
8. Freedman, DA (1965). "On the asymptotic behavior of Bayes estimates in the discrete case
II" (https://doi.org/10.1214%2Faoms%2F1177700155). The Annals of Mathematical
Statistics. 36 (2): 454–456. doi:10.1214/aoms/1177700155 (https://doi.org/10.1214%2Faom
s%2F1177700155). JSTOR 2238150 (https://www.jstor.org/stable/2238150).
9. Robins, James; Wasserman, Larry (2000). "Conditioning, likelihood, and coherence: A
review of some foundational concepts". Journal of the American Statistical Association. 95
(452): 1340–1346. doi:10.1080/01621459.2000.10474344 (https://doi.org/10.1080%2F0162
1459.2000.10474344). S2CID 120767108 (https://api.semanticscholar.org/CorpusID:120767
108).
10. Sen, Pranab K.; Keating, J. P.; Mason, R. L. (1993). Pitman's measure of closeness: A
comparison of statistical estimators. Philadelphia: SIAM.
11. Choudhuri, Nidhan; Ghosal, Subhashis; Roy, Anindya (2005-01-01). Bayesian Methods for
Function Estimation. Handbook of Statistics. Bayesian Thinking. Vol. 25. pp. 373–414.
CiteSeerX 10.1.1.324.3052 (https://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.324.
3052). doi:10.1016/s0169-7161(05)25013-7 (https://doi.org/10.1016%2Fs0169-7161%280
5%2925013-7). ISBN 9780444515391.
12. "Maximum A Posteriori (MAP) Estimation" (https://www.probabilitycourse.com/chapter9/9_1_
2_MAP_estimation.php). www.probabilitycourse.com. Retrieved 2017-06-02.
13. Yu, Angela. "Introduction to Bayesian Decision Theory" (https://web.archive.org/web/201302
28060536/http://www.cogsci.ucsd.edu/~ajyu/Teaching/Tutorials/bayes_dt.pdf) (PDF).
cogsci.ucsd.edu/. Archived from the original (http://www.cogsci.ucsd.edu/~ajyu/Teaching/Tut
orials/bayes_dt.pdf) (PDF) on 2013-02-28.
14. Hitchcock, David. "Posterior Predictive Distribution Stat Slide" (http://people.stat.sc.edu/Hitc
hcock/stat535slidesday18.pdf) (PDF). stat.sc.edu.
15. Bickel & Doksum (2001, p. 32)
16. Kiefer, J.; Schwartz R. (1965). "Admissible Bayes Character of T2-, R2-, and Other Fully
Invariant Tests for Multivariate Normal Problems" (https://doi.org/10.1214%2Faoms%2F1177
700051). Annals of Mathematical Statistics. 36 (3): 747–770. doi:10.1214/aoms/1177700051
(https://doi.org/10.1214%2Faoms%2F1177700051).
17. Schwartz, R. (1969). "Invariant Proper Bayes Tests for Exponential Families" (https://doi.org/
10.1214%2Faoms%2F1177697822). Annals of Mathematical Statistics. 40: 270–283.
doi:10.1214/aoms/1177697822 (https://doi.org/10.1214%2Faoms%2F1177697822).
18. Hwang, J. T. & Casella, George (1982). "Minimax Confidence Sets for the Mean of a
Multivariate Normal Distribution" (http://ecommons.cornell.edu/bitstream/1813/32852/1/BU-7
50-M.pdf) (PDF). Annals of Statistics. 10 (3): 868–881. doi:10.1214/aos/1176345877 (https://
doi.org/10.1214%2Faos%2F1176345877).
19. Lehmann, Erich (1986). Testing Statistical Hypotheses (Second ed.). (see p. 309 of Chapter
6.7 "Admissibility", and pp. 17–18 of Chapter 1.8 "Complete Classes"
20. Le Cam, Lucien (1986). Asymptotic Methods in Statistical Decision Theory. Springer-Verlag.
ISBN 978-0-387-96307-5. (From "Chapter 12 Posterior Distributions and Bayes Solutions",
p. 324)
21. Cox, D. R.; Hinkley, D.V. (1974). Theoretical Statistics. Chapman and Hall. p. 432.
ISBN 978-0-04-121537-3.
22. Cox, D. R.; Hinkley, D.V. (1974). Theoretical Statistics. Chapman and Hall. p. 433.
ISBN 978-0-04-121537-3.)
23. Stoica, P.; Selen, Y. (2004). "A review of information criterion rules". IEEE Signal Processing
Magazine. 21 (4): 36–47. doi:10.1109/MSP.2004.1311138 (https://doi.org/10.1109%2FMSP.
2004.1311138). S2CID 17338979 (https://api.semanticscholar.org/CorpusID:17338979).
24. Fatermans, J.; Van Aert, S.; den Dekker, A.J. (2019). "The maximum a posteriori probability
rule for atom column detection from HAADF STEM images". Ultramicroscopy. 201: 81–91.
arXiv:1902.05809 (https://arxiv.org/abs/1902.05809). doi:10.1016/j.ultramic.2019.02.003 (htt
ps://doi.org/10.1016%2Fj.ultramic.2019.02.003). PMID 30991277 (https://pubmed.ncbi.nlm.n
ih.gov/30991277). S2CID 104419861 (https://api.semanticscholar.org/CorpusID:10441986
1).
25. Bessiere, P., Mazer, E., Ahuactzin, J. M., & Mekhnacha, K. (2013). Bayesian Programming (1
edition) Chapman and Hall/CRC.
26. Daniel Roy (2015). "Probabilistic Programming" (https://web.archive.org/web/20160110035
042/http://probabilistic-programming.org/wiki/Home). probabilistic-programming.org.
Archived from the original (http://probabilistic-programming.org/wiki/Home) on 2016-01-10.
Retrieved 2020-01-02.
27. Ghahramani, Z (2015). "Probabilistic machine learning and artificial intelligence" (https://ww
w.repository.cam.ac.uk/handle/1810/248538). Nature. 521 (7553): 452–459.
Bibcode:2015Natur.521..452G (https://ui.adsabs.harvard.edu/abs/2015Natur.521..452G).
doi:10.1038/nature14541 (https://doi.org/10.1038%2Fnature14541). PMID 26017444 (https://
pubmed.ncbi.nlm.nih.gov/26017444). S2CID 216356 (https://api.semanticscholar.org/Corpu
sID:216356).
28. Fienberg, Stephen E. (2006-03-01). "When did Bayesian inference become "Bayesian"?" (ht
tps://doi.org/10.1214%2F06-BA101). Bayesian Analysis. 1 (1). doi:10.1214/06-BA101 (http
s://doi.org/10.1214%2F06-BA101).
29. Jim Albert (2009). Bayesian Computation with R, Second edition. New York, Dordrecht, etc.:
Springer. ISBN 978-0-387-92297-3.
30. Rathmanner, Samuel; Hutter, Marcus; Ormerod, Thomas C (2011). "A Philosophical Treatise
of Universal Induction" (https://doi.org/10.3390%2Fe13061076). Entropy. 13 (6): 1076–1136.
arXiv:1105.5721 (https://arxiv.org/abs/1105.5721). Bibcode:2011Entrp..13.1076R (https://ui.a
dsabs.harvard.edu/abs/2011Entrp..13.1076R). doi:10.3390/e13061076 (https://doi.org/10.33
90%2Fe13061076). S2CID 2499910 (https://api.semanticscholar.org/CorpusID:2499910).
31. Hutter, Marcus; He, Yang-Hui; Ormerod, Thomas C (2007). "On Universal Prediction and
Bayesian Confirmation". Theoretical Computer Science. 384 (2007): 33–48.
arXiv:0709.1516 (https://arxiv.org/abs/0709.1516). Bibcode:2007arXiv0709.1516H (https://ui.
adsabs.harvard.edu/abs/2007arXiv0709.1516H). doi:10.1016/j.tcs.2007.05.016 (https://doi.o
rg/10.1016%2Fj.tcs.2007.05.016). S2CID 1500830 (https://api.semanticscholar.org/CorpusI
D:1500830).
32. Gács, Peter; Vitányi, Paul M. B. (2 December 2010). "Raymond J. Solomonoff 1926-2009".
CiteSeerX. CiteSeerX 10.1.1.186.8268 (https://citeseerx.ist.psu.edu/viewdoc/summary?doi=
10.1.1.186.8268).
33. Robinson, Mark D & McCarthy, Davis J & Smyth, Gordon K edgeR: a Bioconductor package
for differential expression analysis of digital gene expression data, Bioinformatics.
34. "CIRI" (https://ciri.stanford.edu/). ciri.stanford.edu. Retrieved 2019-08-11.
35. Kurtz, David M.; Esfahani, Mohammad S.; Scherer, Florian; Soo, Joanne; Jin, Michael C.;
Liu, Chih Long; Newman, Aaron M.; Dührsen, Ulrich; Hüttmann, Andreas (2019-07-25).
"Dynamic Risk Profiling Using Serial Tumor Biomarkers for Personalized Outcome
Prediction" (https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7380118). Cell. 178 (3): 699–
713.e19. doi:10.1016/j.cell.2019.06.011 (https://doi.org/10.1016%2Fj.cell.2019.06.011).
ISSN 1097-4172 (https://www.worldcat.org/issn/1097-4172). PMC 7380118 (https://www.ncb
i.nlm.nih.gov/pmc/articles/PMC7380118). PMID 31280963 (https://pubmed.ncbi.nlm.nih.gov/
31280963).
36. Dawid, A. P. and Mortera, J. (1996) "Coherent Analysis of Forensic Identification Evidence".
Journal of the Royal Statistical Society, Series B, 58, 425–443.
37. Foreman, L. A.; Smith, A. F. M., and Evett, I. W. (1997). "Bayesian analysis of
deoxyribonucleic acid profiling data in forensic identification applications (with discussion)".
Journal of the Royal Statistical Society, Series A, 160, 429–469.
38. Robertson, B. and Vignaux, G. A. (1995) Interpreting Evidence: Evaluating Forensic Science
in the Courtroom. John Wiley and Sons. Chichester. ISBN 978-0-471-96026-3
39. Dawid, A. P. (2001) Bayes' Theorem and Weighing Evidence by Juries (http://128.40.111.25
0/evidence/content/dawid-paper.pdf) Archived (https://web.archive.org/web/2015070111214
6/http://128.40.111.250/evidence/content/dawid-paper.pdf) 2015-07-01 at the Wayback
Machine
40. Gardner-Medwin, A. (2005) "What Probability Should the Jury Address?". Significance, 2 (1),
March 2005
41. Miller, David (1994). Critical Rationalism (https://books.google.com/books?id=bh_yCgAAQB
AJ). Chicago: Open Court. ISBN 978-0-8126-9197-9.
42. Howson & Urbach (2005), Jaynes (2003)
43. Cai, X.Q.; Wu, X.Y.; Zhou, X. (2009). "Stochastic scheduling subject to breakdown-repeat
breakdowns with incomplete information". Operations Research. 57 (5): 1236–1249.
doi:10.1287/opre.1080.0660 (https://doi.org/10.1287%2Fopre.1080.0660).
44. Ogle, Kiona; Tucker, Colin; Cable, Jessica M. (2014-01-01). "Beyond simple linear mixing
models: process-based isotope partitioning of ecological processes". Ecological
Applications. 24 (1): 181–195. doi:10.1890/1051-0761-24.1.181 (https://doi.org/10.1890%2F
1051-0761-24.1.181). ISSN 1939-5582 (https://www.worldcat.org/issn/1939-5582).
PMID 24640543 (https://pubmed.ncbi.nlm.nih.gov/24640543).
45. Evaristo, Jaivime; McDonnell, Jeffrey J.; Scholl, Martha A.; Bruijnzeel, L. Adrian; Chun, Kwok
P. (2016-01-01). "Insights into plant water uptake from xylem-water isotope measurements in
two tropical catchments with contrasting moisture conditions". Hydrological Processes. 30
(18): 3210–3227. Bibcode:2016HyPr...30.3210E (https://ui.adsabs.harvard.edu/abs/2016Hy
Pr...30.3210E). doi:10.1002/hyp.10841 (https://doi.org/10.1002%2Fhyp.10841). ISSN 1099-
1085 (https://www.worldcat.org/issn/1099-1085). S2CID 131588159 (https://api.semanticsch
olar.org/CorpusID:131588159).
46. Gupta, Ankur; Rawlings, James B. (April 2014). "Comparison of Parameter Estimation
Methods in Stochastic Chemical Kinetic Models: Examples in Systems Biology" (https://ww
w.ncbi.nlm.nih.gov/pmc/articles/PMC4946376). AIChE Journal. 60 (4): 1253–1268.
doi:10.1002/aic.14409 (https://doi.org/10.1002%2Faic.14409). ISSN 0001-1541 (https://ww
w.worldcat.org/issn/0001-1541). PMC 4946376 (https://www.ncbi.nlm.nih.gov/pmc/articles/P
MC4946376). PMID 27429455 (https://pubmed.ncbi.nlm.nih.gov/27429455).
47. Fornalski, K.W. (2016). "The Tadpole Bayesian Model for Detecting Trend Changes in
Financial Quotations" (http://www.rroij.com/open-access/the-tadpole-bayesian-model-for-det
ecting-trend-changesin-financial-quotations-.pdf) (PDF). R&R Journal of Statistics and
Mathematical Sciences. 2 (1): 117–122.
48. Schütz, N.; Holschneider, M. (2011). "Detection of trend changes in time series using
Bayesian inference". Physical Review E. 84 (2): 021120. arXiv:1104.3448 (https://arxiv.org/a
bs/1104.3448). Bibcode:2011PhRvE..84b1120S (https://ui.adsabs.harvard.edu/abs/2011Ph
RvE..84b1120S). doi:10.1103/PhysRevE.84.021120 (https://doi.org/10.1103%2FPhysRevE.
84.021120). PMID 21928962 (https://pubmed.ncbi.nlm.nih.gov/21928962). S2CID 11460968
(https://api.semanticscholar.org/CorpusID:11460968).
49. Stigler, Stephen M. (1986). "Chapter 3" (https://archive.org/details/historyofstatist00stig). The
History of Statistics. Harvard University Press. ISBN 9780674403406.
50. Fienberg, Stephen E. (2006). "When did Bayesian Inference Become 'Bayesian'?" (https://d
oi.org/10.1214%2F06-ba101). Bayesian Analysis. 1 (1): 1–40 [p. 5]. doi:10.1214/06-ba101 (h
ttps://doi.org/10.1214%2F06-ba101).
51. Bernardo, José-Miguel (2005). "Reference analysis". Handbook of statistics. Vol. 25. pp. 17–
90.
52. Wolpert, R. L. (2004). "A Conversation with James O. Berger". Statistical Science. 19 (1):
205–218. CiteSeerX 10.1.1.71.6112 (https://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.
1.1.71.6112). doi:10.1214/088342304000000053 (https://doi.org/10.1214%2F08834230400
0000053). MR 2082155 (https://mathscinet.ams.org/mathscinet-getitem?mr=2082155).
S2CID 120094454 (https://api.semanticscholar.org/CorpusID:120094454).
53. Bernardo, José M. (2006). "A Bayesian mathematical statistics primer" (http://www.ime.usp.b
r/~abe/ICOTS7/Proceedings/PDFs/InvitedPapers/3I2_BERN.pdf) (PDF). Icots-7.
54. Bishop, C. M. (2007). Pattern Recognition and Machine Learning. New York: Springer.
ISBN 978-0387310732.

Sources
Aster, Richard; Borchers, Brian, and Thurber, Clifford (2012). Parameter Estimation and
Inverse Problems, Second Edition, Elsevier. ISBN 0123850487, ISBN 978-0123850485
Bickel, Peter J. & Doksum, Kjell A. (2001). Mathematical Statistics, Volume 1: Basic and
Selected Topics (Second (updated printing 2007) ed.). Pearson Prentice–Hall. ISBN 978-0-
13-850363-5.
Box, G. E. P. and Tiao, G. C. (1973) Bayesian Inference in Statistical Analysis, Wiley,
ISBN 0-471-57428-7
 Edwards, Ward (1968). "Conservatism in Human Information Processing". In Kleinmuntz, B.
(ed.). Formal Representation of Human Judgment. Wiley.
Edwards, Ward (1982). Daniel Kahneman; Paul Slovic; Amos Tversky (eds.). "Judgment
under uncertainty: Heuristics and biases". Science. 185 (4157): 1124–1131.
Bibcode:1974Sci...185.1124T (https://ui.adsabs.harvard.edu/abs/1974Sci...185.1124T).
doi:10.1126/science.185.4157.1124 (https://doi.org/10.1126%2Fscience.185.4157.1124).
PMID 17835457 (https://pubmed.ncbi.nlm.nih.gov/17835457). S2CID 143452957 (https://ap
i.semanticscholar.org/CorpusID:143452957). "Chapter: Conservatism in Human Information
Processing (excerpted)"
Jaynes E. T. (2003) Probability Theory: The Logic of Science, CUP. ISBN 978-0-521-59271-
0 (Link to Fragmentary Edition of March 1996 (http://www-biba.inrialpes.fr/Jaynes/prob.htm
l)).
Howson, C. & Urbach, P. (2005). Scientific Reasoning: the Bayesian Approach (3rd ed.).
Open Court Publishing Company. ISBN 978-0-8126-9578-6.
Phillips, L. D.; Edwards, Ward (October 2008). "Chapter 6: Conservatism in a Simple
Probability Inference Task (Journal of Experimental Psychology (1966) 72: 346-354)". In Jie
W. Weiss; David J. Weiss (eds.). A Science of Decision Making:The Legacy of Ward
Edwards. Oxford University Press. p. 536. ISBN 978-0-19-532298-9.

Further reading
For a full report on the history of Bayesian statistics and the debates with frequentists
approaches, read Vallverdu, Jordi (2016). Bayesians Versus Frequentists A Philosophical
Debate on Statistical Reasoning. New York: Springer. ISBN 978-3-662-48638-2.
Clayton, Aubrey (August 2021). Bernoulli's Fallacy: Statistical Illogic and the Crisis of
Modern Science (https://cup.columbia.edu/book/bernoullis-fallacy/9780231199940).
Columbia University Press. ISBN 978-0-231-55335-3.

Elementary

The following books are listed in ascending order of probabilistic sophistication:

Stone, JV (2013), "Bayes' Rule: A Tutorial Introduction to Bayesian Analysis", Download first
chapter here (http://jim-stone.staff.shef.ac.uk/BookBayes2012/BayesRuleBookMain.html),
Sebtel Press, England.
Dennis V. Lindley (2013). Understanding Uncertainty, Revised Edition (2nd ed.). John Wiley.
ISBN 978-1-118-65012-7.
Colin Howson & Peter Urbach (2005). Scientific Reasoning: The Bayesian Approach
(3rd ed.). Open Court Publishing Company. ISBN 978-0-8126-9578-6.
Berry, Donald A. (1996). Statistics: A Bayesian Perspective. Duxbury. ISBN 978-0-534-
23476-8.
Morris H. DeGroot & Mark J. Schervish (2002). Probability and Statistics (https://archive.org/
details/probabilitystati00degr_0) (third ed.). Addison-Wesley. ISBN 978-0-201-52488-8.
Bolstad, William M. (2007) Introduction to Bayesian Statistics: Second Edition, John Wiley
ISBN 0-471-27020-2
Winkler, Robert L (2003). Introduction to Bayesian Inference and Decision (2nd ed.).
Probabilistic. ISBN 978-0-9647938-4-2. Updated classic textbook. Bayesian theory clearly
presented.
Lee, Peter M. Bayesian Statistics: An Introduction. Fourth Edition (2012), John Wiley
ISBN 978-1-1183-3257-3
 Carlin, Bradley P. & Louis, Thomas A. (2008). Bayesian Methods for Data Analysis, Third
Edition. Boca Raton, FL: Chapman and Hall/CRC. ISBN 978-1-58488-697-6.
Gelman, Andrew; Carlin, John B.; Stern, Hal S.; Dunson, David B.; Vehtari, Aki; Rubin,
Donald B. (2013). Bayesian Data Analysis, Third Edition. Chapman and Hall/CRC.
ISBN 978-1-4398-4095-5.

Intermediate or advanced
Berger, James O (1985). Statistical Decision Theory and Bayesian Analysis. Springer Series
in Statistics (Second ed.). Springer-Verlag. Bibcode:1985sdtb.book.....B (https://ui.adsabs.ha
rvard.edu/abs/1985sdtb.book.....B). ISBN 978-0-387-96098-2.
Bernardo, José M.; Smith, Adrian F. M. (1994). Bayesian Theory. Wiley.
DeGroot, Morris H., Optimal Statistical Decisions. Wiley Classics Library. 2004. (Originally
published (1970) by McGraw-Hill.) ISBN 0-471-68029-X.
Schervish, Mark J. (1995). Theory of statistics. Springer-Verlag. ISBN 978-0-387-94546-0.
Jaynes, E. T. (1998) Probability Theory: The Logic of Science (http://www-biba.inrialpes.fr/Ja
ynes/prob.html).
O'Hagan, A. and Forster, J. (2003) Kendall's Advanced Theory of Statistics, Volume 2B:
Bayesian Inference. Arnold, New York. ISBN 0-340-52922-9.
Robert, Christian P (2001). The Bayesian Choice – A Decision-Theoretic Motivation
(second ed.). Springer. ISBN 978-0-387-94296-4.
Glenn Shafer and Pearl, Judea, eds. (1988) Probabilistic Reasoning in Intelligent Systems,
San Mateo, CA: Morgan Kaufmann.
Pierre Bessière et al. (2013), "Bayesian Programming (http://www.crcpress.com/product/isb
n/9781439880326)", CRC Press. ISBN 9781439880326
Francisco J. Samaniego (2010), "A Comparison of the Bayesian and Frequentist
Approaches to Estimation" Springer, New York, ISBN 978-1-4419-5940-9

External links
"Bayesian approach to statistical problems" (https://www.encyclopediaofmath.org/index.ph
p?title=Bayesian_approach_to_statistical_problems), Encyclopedia of Mathematics, EMS
Press, 2001 [1994]
Bayesian Statistics (http://www.scholarpedia.org/article/Bayesian_statistics) from
Scholarpedia.
Introduction to Bayesian probability (http://www.dcs.qmw.ac.uk/%7Enorman/BBNs/BBNs.ht
m) from Queen Mary University of London
Mathematical Notes on Bayesian Statistics and Markov Chain Monte Carlo (http://webuser.b
us.umich.edu/plenk/downloads.htm)
Bayesian reading list (http://cocosci.berkeley.edu/tom/bayes.html), categorized and
annotated by Tom Griffiths (https://web.archive.org/web/20060711151352/http://psychology.b
erkeley.edu/faculty/profiles/tgriffiths.html)
A. Hajek and S. Hartmann: Bayesian Epistemology (https://web.archive.org/web/201107280
55439/http://stephanhartmann.org/HajekHartmann_BayesEpist.pdf), in: J. Dancy et al.
(eds.), A Companion to Epistemology. Oxford: Blackwell 2010, 93–106.
S. Hartmann and J. Sprenger: Bayesian Epistemology (https://web.archive.org/web/2011072
8055519/http://stephanhartmann.org/HartmannSprenger_BayesEpis.pdf), in: S. Bernecker
and D. Pritchard (eds.), Routledge Companion to Epistemology. London: Routledge 2010,
609–620.
 Stanford Encyclopedia of Philosophy: "Inductive Logic" (http://plato.stanford.edu/entries/logi
c-inductive/)
Bayesian Confirmation Theory (https://web.archive.org/web/20150905093734/http://faculty-s
taff.ou.edu/H/James.A.Hawthorne-1/Hawthorne--Bayesian_Confirmation_Theory.pdf) (PDF)
What is Bayesian Learning? (http://www.faqs.org/faqs/ai-faq/neural-nets/part3/section-7.htm
l)
Data, Uncertainty and Inference (https://causascientia.org/math_stat/DataUnkInf.html) —
Informal introduction with many examples, ebook (PDF) freely available at causaScientia (ht
tps://causascientia.org)

Retrieved from "https://en.wikipedia.org/w/index.php?title=Bayesian_inference&oldid=1166175151"